In the zorro document, I see:
ReturnMean: Mean of all bar returns on investment. The bar return on investment is the equity difference to the previous bar, divided by Capital.
If Capital is not set, the sum of normalized maximum drawdown and maximum margin is used. Only for bars with open positions, and only available at the end.
I wonder how to compute normalized maximum drawdown? any help is appreciated.
another question: how to printout NumMinutes and NumYears.